ECBOT 5 Year T-Note Future March 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
123-097 |
123-085 |
-0-012 |
0.0% |
123-082 |
High |
123-120 |
123-112 |
-0-008 |
0.0% |
123-120 |
Low |
123-055 |
123-065 |
0-010 |
0.0% |
123-007 |
Close |
123-102 |
123-075 |
-0-027 |
-0.1% |
123-075 |
Range |
0-065 |
0-047 |
-0-018 |
-27.7% |
0-113 |
ATR |
0-088 |
0-085 |
-0-003 |
-3.3% |
0-000 |
Volume |
786,705 |
571,100 |
-215,605 |
-27.4% |
2,411,383 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-225 |
123-197 |
123-101 |
|
R3 |
123-178 |
123-150 |
123-088 |
|
R2 |
123-131 |
123-131 |
123-084 |
|
R1 |
123-103 |
123-103 |
123-079 |
123-094 |
PP |
123-084 |
123-084 |
123-084 |
123-079 |
S1 |
123-056 |
123-056 |
123-071 |
123-046 |
S2 |
123-037 |
123-037 |
123-066 |
|
S3 |
122-310 |
123-009 |
123-062 |
|
S4 |
122-263 |
122-282 |
123-049 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-086 |
124-034 |
123-137 |
|
R3 |
123-293 |
123-241 |
123-106 |
|
R2 |
123-180 |
123-180 |
123-096 |
|
R1 |
123-128 |
123-128 |
123-085 |
123-098 |
PP |
123-067 |
123-067 |
123-067 |
123-052 |
S1 |
123-015 |
123-015 |
123-065 |
122-304 |
S2 |
122-274 |
122-274 |
123-054 |
|
S3 |
122-161 |
122-222 |
123-044 |
|
S4 |
122-048 |
122-109 |
123-013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-120 |
123-007 |
0-113 |
0.3% |
0-075 |
0.2% |
60% |
False |
False |
576,585 |
10 |
123-230 |
123-007 |
0-223 |
0.6% |
0-083 |
0.2% |
30% |
False |
False |
514,692 |
20 |
124-037 |
123-007 |
1-030 |
0.9% |
0-078 |
0.2% |
19% |
False |
False |
475,368 |
40 |
124-037 |
122-202 |
1-155 |
1.2% |
0-085 |
0.2% |
41% |
False |
False |
434,793 |
60 |
124-037 |
122-090 |
1-267 |
1.5% |
0-091 |
0.2% |
52% |
False |
False |
430,822 |
80 |
124-037 |
121-290 |
2-067 |
1.8% |
0-084 |
0.2% |
60% |
False |
False |
332,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-312 |
2.618 |
123-235 |
1.618 |
123-188 |
1.000 |
123-159 |
0.618 |
123-141 |
HIGH |
123-112 |
0.618 |
123-094 |
0.500 |
123-088 |
0.382 |
123-083 |
LOW |
123-065 |
0.618 |
123-036 |
1.000 |
123-018 |
1.618 |
122-309 |
2.618 |
122-262 |
4.250 |
122-185 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
123-088 |
123-072 |
PP |
123-084 |
123-068 |
S1 |
123-080 |
123-065 |
|